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  • Fii Stats 17 Feb 2017

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    Dalu Chocki
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    The document provides derivatives statistics for various stock and index futures and options contracts in India for February 17, 2017. It shows the number of contracts and amounts in crores for buy and sell positions as well as open interest at the end of the day for index futures, index options, stock futures, and stock options. Notes explain how the values for buy/sell and end of day positions are calculated.

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    The document provides derivatives statistics for various stock and index futures and options contracts in India for February 17, 2017. It shows the number of contracts and amounts in crores for buy and sell positions as well as open interest at the end of the day for index futures, index options, stock futures, and stock options. Notes explain how the values for buy/sell and end of day positions are calculated.

    Copyright:

    © All Rights Reserved
    Download as XLS, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    45 views1 page

    Fii Stats 17 Feb 2017

    Uploaded by

    Dalu Chocki
    The document provides derivatives statistics for various stock and index futures and options contracts in India for February 17, 2017. It shows the number of contracts and amounts in crores for buy and sell positions as well as open interest at the end of the day for index futures, index options, stock futures, and stock options. Notes explain how the values for buy/sell and end of day positions are calculated.

    Copyright:

    © All Rights Reserved
    Download as XLS, PDF, TXT or read online from Scribd
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    of 1

    FII DERIVATIVES STATISTICS FOR 17-Feb-2017

    OPEN INTEREST AT
    THE END OF THE
    BUY SELL DAY

    No. of Amt in No. of Amt in No. of Amt in


    contracts Crores contracts Crores contracts Crores
    INDEX FUTURES 55340 4089.86 63459 4808.39 380722 25935.18
    INDEX OPTIONS 738239 54520.14 720427 52978.81 1262175 86597.31
    STOCK FUTURES 184242 12684.82 259987 18022.03 1102671 73089.72
    STOCK OPTIONS 100813 7281.66 100107 7247.06 124212 8679.19

    Notes:

    Both buy and sell positions have been considered


    Options Value (Buy/Sell) = Strike price * Qty
    Futures Value (Buy/Sell) = Traded Price * Qty

    Value & Open Interest at the end of day:


    Options Value (End of day) = Underlying Close Price * Qty
    Futures Value (End of day) = Closing Futures Price * Qty (closing price is the daily settlement price of futures contracts)

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